CME Pit-Traded Corn Future July 2012
Trading Metrics calculated at close of trading on 27-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
653-0 |
649-4 |
-3-4 |
-0.5% |
627-4 |
High |
653-0 |
652-0 |
-1-0 |
-0.2% |
653-0 |
Low |
643-0 |
646-0 |
3-0 |
0.5% |
623-0 |
Close |
643-6 |
651-0 |
7-2 |
1.1% |
651-0 |
Range |
10-0 |
6-0 |
-4-0 |
-40.0% |
30-0 |
ATR |
11-2 |
11-1 |
-0-2 |
-1.9% |
0-0 |
Volume |
56,416 |
56,364 |
-52 |
-0.1% |
273,599 |
|
Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
667-5 |
665-3 |
654-2 |
|
R3 |
661-5 |
659-3 |
652-5 |
|
R2 |
655-5 |
655-5 |
652-1 |
|
R1 |
653-3 |
653-3 |
651-4 |
654-4 |
PP |
649-5 |
649-5 |
649-5 |
650-2 |
S1 |
647-3 |
647-3 |
650-4 |
648-4 |
S2 |
643-5 |
643-5 |
649-7 |
|
S3 |
637-5 |
641-3 |
649-3 |
|
S4 |
631-5 |
635-3 |
647-6 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
732-3 |
721-5 |
667-4 |
|
R3 |
702-3 |
691-5 |
659-2 |
|
R2 |
672-3 |
672-3 |
656-4 |
|
R1 |
661-5 |
661-5 |
653-6 |
667-0 |
PP |
642-3 |
642-3 |
642-3 |
645-0 |
S1 |
631-5 |
631-5 |
648-2 |
637-0 |
S2 |
612-3 |
612-3 |
645-4 |
|
S3 |
582-3 |
601-5 |
642-6 |
|
S4 |
552-3 |
571-5 |
634-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
653-0 |
623-0 |
30-0 |
4.6% |
9-0 |
1.4% |
93% |
False |
False |
54,719 |
10 |
653-0 |
604-0 |
49-0 |
7.5% |
8-2 |
1.3% |
96% |
False |
False |
54,377 |
20 |
677-0 |
604-0 |
73-0 |
11.2% |
7-2 |
1.1% |
64% |
False |
False |
45,792 |
40 |
677-0 |
594-2 |
82-6 |
12.7% |
7-5 |
1.2% |
69% |
False |
False |
35,095 |
60 |
683-0 |
594-2 |
88-6 |
13.6% |
8-0 |
1.2% |
64% |
False |
False |
30,973 |
80 |
683-0 |
594-2 |
88-6 |
13.6% |
8-3 |
1.3% |
64% |
False |
False |
28,082 |
100 |
780-0 |
594-2 |
185-6 |
28.5% |
8-5 |
1.3% |
31% |
False |
False |
25,268 |
120 |
794-4 |
594-2 |
200-2 |
30.8% |
8-4 |
1.3% |
28% |
False |
False |
22,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
677-4 |
2.618 |
667-6 |
1.618 |
661-6 |
1.000 |
658-0 |
0.618 |
655-6 |
HIGH |
652-0 |
0.618 |
649-6 |
0.500 |
649-0 |
0.382 |
648-2 |
LOW |
646-0 |
0.618 |
642-2 |
1.000 |
640-0 |
1.618 |
636-2 |
2.618 |
630-2 |
4.250 |
620-4 |
|
|
Fisher Pivots for day following 27-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
650-3 |
649-1 |
PP |
649-5 |
647-1 |
S1 |
649-0 |
645-2 |
|